Co-Integration, Error and Purchasing Power Parity between Canada and the United States

1 November 1990

journal article
Published by JSTOR in Canadian Journal of Economics/Revue canadienne d'économique

Vol. 23 (4) , 839
https://doi.org/10.2307/135565

Abstract

The concept of co-integration and the associated error-correction representation of a dynamic process (see Engle and Granger 1987) is applied to the purchasing ...

Keywords

CANADA
CO INTEGRATION
PURCHASING POWER
POWER PARITY
UNITED STATES
ERROR

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